CME Pit-Traded Corn Future September 2011
Trading Metrics calculated at close of trading on 08-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
713-0 |
721-4 |
8-4 |
1.2% |
724-4 |
High |
717-0 |
736-0 |
19-0 |
2.6% |
741-6 |
Low |
711-0 |
719-0 |
8-0 |
1.1% |
712-0 |
Close |
717-0 |
736-0 |
19-0 |
2.6% |
731-0 |
Range |
6-0 |
17-0 |
11-0 |
183.3% |
29-6 |
ATR |
15-7 |
16-0 |
0-2 |
1.4% |
0-0 |
Volume |
42,567 |
88,587 |
46,020 |
108.1% |
152,050 |
|
Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
781-3 |
775-5 |
745-3 |
|
R3 |
764-3 |
758-5 |
740-5 |
|
R2 |
747-3 |
747-3 |
739-1 |
|
R1 |
741-5 |
741-5 |
737-4 |
744-4 |
PP |
730-3 |
730-3 |
730-3 |
731-6 |
S1 |
724-5 |
724-5 |
734-4 |
727-4 |
S2 |
713-3 |
713-3 |
732-7 |
|
S3 |
696-3 |
707-5 |
731-3 |
|
S4 |
679-3 |
690-5 |
726-5 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
817-4 |
804-0 |
747-3 |
|
R3 |
787-6 |
774-2 |
739-1 |
|
R2 |
758-0 |
758-0 |
736-4 |
|
R1 |
744-4 |
744-4 |
733-6 |
751-2 |
PP |
728-2 |
728-2 |
728-2 |
731-5 |
S1 |
714-6 |
714-6 |
728-2 |
721-4 |
S2 |
698-4 |
698-4 |
725-4 |
|
S3 |
668-6 |
685-0 |
722-7 |
|
S4 |
639-0 |
655-2 |
714-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
741-6 |
711-0 |
30-6 |
4.2% |
11-4 |
1.6% |
81% |
False |
False |
49,773 |
10 |
741-6 |
706-0 |
35-6 |
4.9% |
11-7 |
1.6% |
84% |
False |
False |
42,937 |
20 |
741-6 |
644-4 |
97-2 |
13.2% |
13-3 |
1.8% |
94% |
False |
False |
38,516 |
40 |
741-6 |
644-4 |
97-2 |
13.2% |
14-2 |
1.9% |
94% |
False |
False |
31,471 |
60 |
741-6 |
583-4 |
158-2 |
21.5% |
13-7 |
1.9% |
96% |
False |
False |
27,127 |
80 |
741-6 |
583-4 |
158-2 |
21.5% |
12-6 |
1.7% |
96% |
False |
False |
23,029 |
100 |
741-6 |
583-4 |
158-2 |
21.5% |
11-5 |
1.6% |
96% |
False |
False |
19,546 |
120 |
741-6 |
550-0 |
191-6 |
26.1% |
10-5 |
1.4% |
97% |
False |
False |
16,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
808-2 |
2.618 |
780-4 |
1.618 |
763-4 |
1.000 |
753-0 |
0.618 |
746-4 |
HIGH |
736-0 |
0.618 |
729-4 |
0.500 |
727-4 |
0.382 |
725-4 |
LOW |
719-0 |
0.618 |
708-4 |
1.000 |
702-0 |
1.618 |
691-4 |
2.618 |
674-4 |
4.250 |
646-6 |
|
|
Fisher Pivots for day following 08-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
733-1 |
731-7 |
PP |
730-3 |
727-5 |
S1 |
727-4 |
723-4 |
|